Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 0.551764 0.621755 0.701849 0.801353 0.923190 1.069598 1.262146
2025-09-07 0.467596 0.552800 0.657839 0.800014 0.992721 1.253434 1.649646
2025-09-14 0.408312 0.498960 0.616740 0.786591 1.035802 1.407919 2.052469
2025-09-21 0.368113 0.461717 0.588566 0.781374 1.084390 1.579655 2.556177
2025-09-28 0.333317 0.426373 0.556602 0.762911 1.105836 1.711458 3.057074
2025-10-05 0.322433 0.422216 0.567389 0.809482 1.242004 2.090493 4.340204
2025-10-12 0.319877 0.429160 0.594788 0.886845 1.453236 2.715662 6.981784
2025-10-19 0.298530 0.405634 0.571506 0.872985 1.485289 2.958138 8.816333
2025-10-26 0.283088 0.389591 0.558190 0.874367 1.548801 3.314541 11.903848
2025-11-02 0.263832 0.365953 0.529830 0.843262 1.533293 3.445478 14.246536
2025-11-09 0.242916 0.338268 0.492331 0.789948 1.455882 3.357341 15.041661
2025-11-16 0.231303 0.324734 0.477855 0.779924 1.479620 3.612869 19.628567
2025-11-23 0.228316 0.325646 0.489656 0.827008 1.665945 4.616170 42.516523
2025-11-30 0.217999 0.313685 0.477468 0.822522 1.717497 5.162583 74.657341
2025-12-07 0.207217 0.300209 0.461328 0.807235 1.735312 5.590901 133.282130
2025-12-14 0.198621 0.289879 0.450093 0.801253 1.779823 6.225959 344.656725
2025-12-21 0.189143 0.277451 0.433913 0.781860 1.778083 6.617363 1016.480874
2025-12-28 0.188243 0.279807 0.445976 0.830064 2.014436 9.023542 NaN
2026-01-04 0.190318 0.287512 0.469219 0.910360 2.412280 14.457766 NaN
2026-01-11 0.182858 0.277540 0.456089 0.895932 2.439843 16.197989 NaN
2026-01-18 0.177404 0.270923 0.449307 0.897358 2.536710 19.580690 NaN
2026-01-25 0.169337 0.259092 0.430900 0.865043 2.474421 20.091636 NaN
2026-02-01 0.159697 0.243993 0.404920 0.809714 2.295457 17.932743 NaN